Projection Radial
Projection Radial
AMERICAN MATHEMATICALSOCIETY
    Volume 316, Number 1, November 1989
                                                   HARMONIC MEASURE
                                                  AND RADIAL PROJECTION
                    Abstract.    Among all curves in the closed unit disk that meet every radius,
                    there is one, /q > whose harmonic measure at the origin is minimal. We give
                    an explicit description of yo and compute its harmonic measure. We also give
                    a quadratically convergent algorithm to compute the harmonic measure of one
                    side of a rectangle at its center.
1. INTRODUCTION
        Let IV be a domain in the plane and let E be a Borel subset of the boundary
     of IV, d IV. The harmonic measure of E at z E IV (relative to IV) is the
     solution to the Dirichlet problem in IV with boundary values 1 on E and 0 on
     dIV\E . More precisely, let Xe(<P)= 1 for <pE E, XeÍV) - 0 for <pe dW\E.
     Then the harmonic measure at z is
                                                                               8!
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    82                                           D. E. MARSHALL AND CARL SUNDBERG
    [3] and R. Nevanlinna [14]. Kakutani [9] proved later that w(z,E, W) equals
    the probability that a Brownian traveler starting from the point z first hits d W
    in the set E. Thus the "further away" the set E is from z, the smaller its
    harmonic measure. Beurling's result fits this intuitive notion. It says that if
    zQ>0,then      w(z0,y ,D\y) is minimal when y is the radius [-1,0].
       We wish to consider a variant of this problem, namely: Suppose that / is
    analytic and \f(z)\ < M in D. Suppose further that \f(z)\ < m on a curve
    y that meets every radius. In other words, for each 8, 0 < 8 < 2n, there
                               iff
    is a point re E y, 0 < r < 1 . How large can |/(0)| be? Again, by the
    two constant theorem, |/(0)| < mwM ~w where w = w(0,y ,D\y). If y is a
    closed curve, then by the maximum principle, |/(z)| < m, i.e., w = 1 . What
    is needed, again, is a lower bound for w(0, y, D\y).
     discovered the simple formula for it given in §3. It was because that mapping
     technique is so well suited to map regions D\y to D, that L. Carleson passed
     this problem on to us, for which we would like to thank him.
                                                        2. Proof            of Theorem                 1
        In the course of the proof of Theorem 1, we will need the notion of extremal
     length. If F is a family of locally rectifiable arcs in a region U and if p is a
     nonnegative Borel measurable function on U (such a function will henceforth
     be called a metric), we define the /^-length of </>E F to be
                                                               L(cf>,p)= [ p\dz\
                                                                                   J¡p
     and the p-area of U to be
                                                              A(U,p)=               [ p2dA
                                                                                   Ju
     where dA is the Lebesgue measure on U. The extremal length of F in U is
     defined to be
                                                   XL,(F)
                                                    u   = supinf (^4}
                                                           p <peF[A(U,p) J •
     See Ahlfors [1] for an introduction to extremal length. We will use only three
     elementary facts about extremal length. The first is that it is conformally in-
     variant, i.e., if / is a conformai map of U onto an open set U' and if F1 is
     the image of F then XL,(F) - Xiri(F'). Indeed, if w = f(z), and if p is a
     metric on U' then p(w)\dw\ is transformed to the metric p(f(z))\f(z)\\dz\
     on U. The second needed fact is a beautiful criterion due to Beurling; see [ 1]
     for the extremality of a metric.
     Theorem 2 (Beurling). A metric p0 is extremal for F if F contains a subfamily
     FQ with the following properties:
      (2) For real-valuedh in U: if I h\dz\ > 0 for all cpE F0 then / hp0dA > 0.
                                    Jip                             Ju
     Moreover, in this case, the metric p0 is (a.e. dA) the unique extremal metric,
     up to multiplication by a positive constant.
         The major difficulty in extremal length problems is to discover the extremal
     metric. Once such a metric is found, Beurling's criterion is usually used to prove
     it is extremal. We suggest the reader use Beurling's criterion to prove that p = 1
     is the extremal metric for curves that connect opposite sides of a rectangle.
         Since the uniqueness portion of this theorem is not explicitly stated in [1],
     we shall include the proof for completeness.
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     84                                          D. E. MARSHALLAND CARL SUNDBERG
     Then
                                                / p\dz\ > / p0\dz\                      for all <pE F0.
                                             J (p                  J ip
     Let h = p - pQ. By (2)
                                                            / p\dA<               j p0pdA.
                               Ju                                                Ju
     By the Cauchy-Schwarz inequality
                                                             / p\dA<                [ p2dA.
                                                            Ju                     Ju
          This proves that p0 is extremal. If fu p dA = fv p0 dA , then
     Thus inf L(tp , px)2/A(U,px) > inf L(tp,p) /A(U, p). Since To T(z) — z , we
     conclude that pxoT\T'\ —px .
        We will now prove Theorem 1. To obtain a lower bound for w(0,y ,D\y),
     we may suppose, by an approximation, that y is a piecewise smooth Jordan arc.
     We will later show there is an extremal curve y0 which is piecewise smooth.
     Indeed, if / is the conformai map of the component of D\y containing 0
     (which is necessarily simply connected) onto the disk D, then there is an arc
     J c dD suchthat /~'(z) tends to y and z approaches the interior of J and
     /~ (z) approaches dD as z approaches the interior of dD\J.      Let Y = {z E
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                                          HARMONIC MEASURE AND RADIAL PROJECTION                             85
Figure 1
     O < / < 1 , with 0(0) G a, 0(1) G a, cp(t) g D\{0} for 0 < / < 1 and such
     that 0 and -1 are not in the same component of D\(cf>u a). In other words,
     each cp encloses 0 and begins and ends on a . Clearly if we increase a , we will
     increase the family F and hence decrease the corresponding extremal length.
     Let C7„ denote the family {f~x(<p): cpe F}. These are curves that separate 0
     from y and begin and end on dD\y . By the conformai invariance of X, our
     problem is to find the curve that minimizes XDV(G).
Figure 2
     Thus h is two-to-one; in fact, h(—z) = h(z). Thus for each cf>E F, there
     is a rectifiable arc y/ in U0 with endpoints on Lx U L2 that either "encloses"
     the origin or else connects Lx and L2. Let Hd be the family in U0 of all
     such curves. To compute the length of the family Hd, by Lemma 3, we need
     only consider metrics p on U0 with p(-z) = p(z). Any such metric can
     be written in the form p(z) = q(hd(z))\h'd(z)\ where q is a metric on D\y.
     Clearly A(U0,p) = 2A(U0,q) and L(y/,p) = L(hd(\p),q),                                                       so that XUo(Hd)=
     XD.(G)/2 . Thus we wish to minimize XUo(Hd).
        Let p = 1 on i/0 . The p-area of Trf is d+l/2, so by use of the above map
     u , JLI pdA —4(d + 1/2). Note that the distance from L, to the line through
     the origin with slope -1 equals y/2 + d/y/2 . Thus every curve \¡i E Hd has
     length
                                                                \dz\>2(y2               + ^j.
                                                        /J tp
     We conclude
                                                                      [2(y/2+ d/V2)]2
                                                 hS"d)>                     4(^+1/2)                    -3-
     The latter inequality is strict, unless d = 1 . Now let d — 1 and let o be
     the straight line from v2 to vA. Let t be the bottom half of the unit circle
     = {z: \z\ = 1 and Im(z) < 0}. Let y0 = t U h(o) (see Figure 3). The
     corresponding U0 is then clearly a 3 by 1 rectangle whose sides have slope
     4-1 and -1 (see Figure 4). Let HQ consist of the line segments of slope 1
     connecting opposite sides of UQ. By Beurling's criterion, p0 = 1 on U0 is the
     unique extremal metric for this family and hence Xv (H0) = 3. This proves
     that rninAflv (67 ) = 6 and that y0 is extremal. Moreover, any other extremal
     curve would necessarily have d = 1 . The proof also shows that the Euclidean
     metric on UQ must be extremal.                                    By Beurling's               criterion,   the extremal   metric
     always comes from the conformai map of U0 onto a rectangle. Hence U0 must
     be a rectangle in the extremal case.
        So far, we have supposed that the candidates for the extremal curve are
     piecewise smooth. We would now like to prove that y0 is the only continuum
     in D, meeting every radius, for which the harmonic measure is minimal. Let
     y be such a continuum. Then y may be approximated, as indicated above, by
     curves yn, n = 1,2, ... , with corresponding regions U0(yn) and conformai
     maps hn of U0(yn) onto D\yn. Let kn be the conformai map of U0(yn) onto
     a rectangle Rn so that pn = \k'n\ is the extremal metric for Xy , AHd ). Since
     XUo,7n)(HdJ= 3 , we may choose a normalization for kn so that Rn converges
     to the 3 by 1 rectangle U0(y0). Thus there is a subsequence {k~x} of {kn}
     converging uniformly on compact subsets of U0(y0) to the map k(z) = z.
     We conclude that the corresponding maps hn must converge uniformly on
     compact subsets of t/0 to the map h0 of UQ onto D\y0. Thus y0 is the
     unique extremal continuum. We note that the curve in Figure 3 beginning at
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       88                                          D. E. MARSHALL AND CARL SUNDBERG
Figure 3
Figure 4
     the origin and extending to dD is, in some sense, the most efficient path from
     the origin to dD\y . It is the image under the map h of the straight line in UQ
     through 0 and with slope 1.
        We remark here that our discovery of the extremal metric was motivated
     by the deep work of Jenkins [8]. It is not hard to show that Jenkins' theorem
     implies that the extremal curve (suitably normalized) must consist of an arc
     from 1 to a point e on \z\ = 1 then an arc in D from e' to a point x E D,
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                                          HARMONIC MEASUREAND RADIAL PROJECTION                                            89
     edge of RL , {z E RL: Re(z) = -L/2}, at the point z and let ws (z) be the
     harmonic measure of the left edge of SL, {z E SL: Re(z) = -L/2}, at the
      point z. Clearly, wR (z) < ws (z) by the maximum principle.                                                                On Re(z) =
      L/2 , wSl(z) < wSl(L/2) . Thus''for z G dRL
                         wSl(z)+wSl(-z)<{1+wSl(L/2)}{wRl(z)                                                        + wRl(-z)}.
      By the maximum principle, this inequality holds at z —0. We conclude that
                                                 -Sl
                                                        wsJ0)
                                                           /T ... < wR (0) < w^ (0).
      (1                                          1 -r-UIç (L/2)     RLy      Sl '
      then 0 < xn - y < c(e~K                             )      , for some constant                   c. Note that xn > xn_x > 1
      for all n , and that if y > 1,
                                                     \x„-x-\lh(y + y-)\<c\xn-y\
      for some constant c (c = \ will suffice). Thus if we let yQ = y and yk —
      J\{yk_x + y*—), 1 < k < n, then by induction
(3) \(sinnwRL(0))-x/2-yn\<C(e-nL/2f
                                                                  (i+±AAA\
                                                                        •>■->'-
      and hence
                                                                                             -7i2"L
                                                                    1 7t2"-2L           e
                                                         yo~îe                        < —^—
      Thus we may replace yQ with je71                                             and obtain the estimate (3) above with
      slightly larger constant C. Finally
\wRL(0)-±sin-x(y-n2)\<C(e-nLI2f
                                            sin_1(v"2)            = tan"'
                                                                                  \yn-i        ~l/yn-
      Thus we obtain the following quadratically convergent algorithm:
        Given n and L, let
                                                 i    TtZ.2"-2
                                      y0 = ze
          Then
                                                      |w-(0)-«;|<C(e                          "L/2)2"
      For example, with L = 3 and n = 2 the computed value for cQ = 1 - 2w =
      .977126698498665669...                              is correct to 18 decimal places. This is virtually a
      formula for cQ. We carried out the above estimate more precisely to obtain
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      92                                          D. E. MARSHALLAND CARL SUNDBERG
     an error less than 10~'7 for any L > 1, when n — 4. Of course, for large L
     one could (and should) reduce the number of steps. The astute reader can use
     the above technique to give a quadratically convergent algorithm to compute
     the conformai map of D to any rectangle if he so desires.
        The optimal curve y0 (see Figure 3) was drawn using the conformai mapping
     technique given in Marhsall and Morrow [11]. Although the map from the
     trapezoid Tx to the upper half disk cannot be written in terms of elementary
     conformai maps, the picture of y0 led us to believe that there might be a simple
     formula for y0. Recall that Tx is the trapezoid with vertices 0,1,2-/        and
     -/. Let Sx be the square with vertices 1,2 - i, 1 - 2/ and —i. Let fx be
     the conformai map of Sx onto D such that fx(2 - i) — 1 ,fx(l) = /,/,(-/)       =
     -1 ,/,(l - 2Ï) = -i. Then /, maps Sx n 77, onto the upper half disk D+
     and the right triangle T2 with vertices -/, 1 and 1 - / onto the left quarter
     circle Q — {z: \z\ < l,Re(z) < 0,lm(z) > 0}. Reflecting T2 about the line
     Re(z) = Im(z) and Q about the quarter circle on its boundary, we obtain a
     conformai map of 77, onto the union of D+ and {z g C: Re(z) < 0,lm(z) >
     0}. Applying the conformai map f2 = -l/z      to this region, we obtain a
     conformai map to C\(D+ u (-ex, - 1]. Apply the conformai map /3(z) =
     (l + z)/(l-z) we obtain the region C\({z: Re(z) > 0 and Im(z) > 0}U[-1,0].
     Applying the map f4(z) = (—iz)       we obtain the region {z: Im(z) > 0}\/_3
     where L3 is a straight line segment from the origin to the point e'n                                               . The
     function gx(z) = 3(z - l/3)1/3(z + 2/3)2/3/22/3 maps the upper half plane
     conformally onto this latter region (see Marshall and Morrow [11] for details).
     Note that g,(-l)                    = -1 . Let
     The upper half-plane is the image of the quarter plane Q = {z: Re(z) >
     0,lm(z) < 0} under the map g2 and Q = g3(D+). Thus h = g3 o g~ o
     g~l of4of3 of2ofx is the conformai map of 77, onto D+ suchthat h(0) = 0,
     h(l) = -1 and h(2-i) - 1 . A direct computation shows that h(-i) = l-4yfi>.
     The curve y0 n D is the image of the straight line segment L4 from -/ to 1
     in Tx , under the map h . To find this curve more explicitly, first note that the
      image of L4 under the map f4of3of2ofx                                              is the ray {re'     : 0 < r < oo} . To
      find the image of this curve under the map g2 o g~ , we must find all z E Q
      such that {gx °g2(z)Y                         is positive. In other words, 4z (1 - |z )" < 0. Taking
      a square root, we want Re(4z(z -3/4)) = 0. Let z - cos(u) = (e'" + e~'")/2.
      Then 4z(z2 - 3/4) = cos(3w) = cos 3x cosh 3y + i sin 3x sinh 3y . Thus we seek
      those u for which Re(é> '") = 0. Hence <?'" = re' where 8 = ±n/6, ± n/2,
      ±5n/6,   r > 0. Since z = cosd(r + l/r)/2 + isind(r - l/r)/2 E Q, we may
      write z = y/3(r + 1/r)/4 + i(r - 1/r)/4 where 0 < r < 1 . If we write z —x + iy
      then 4x2/3 - 4y =1 and y < 0. Finally we compute the image of this
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                                          HARMONIC MEASURE AND RADIAL PROJECTION                                                    93
                                                      4r - V3(r2 + I) - i(r2 - I)
                                                      4r + y/3(r2+ l) + i(r2-l)'
     Thus the optimal curve y0 begins at 1, follows the unit circle clockwise to
     the point -1, then enters the unit disk D, making an angle of n/6 with the
     positive x-axis, continues in the upper half disk D+ , until it meets R at right
     angles at the point 7 - 4\/3 = .0718 .
                                                          4. On Fuchs' problem
        In this section, we show that if we remove the hypothesis that y is connected,
     the constant c0 is no longer the lower bound for the harmonic measure at the
     origin. The proof below is motivated by the example in [7].
        Suppose £ isa Borel subset of the closure of the right half-plane, R, and
     suppose E contains a free boundary arc on the imaginary axis. In other words,
     there exists a open disk D(ia, r) with center at ia , a real, and radius r > 0 so
     that D(ia,r)nE      = {it: a-r < t < a + r}. If 0 < Ô < r, let /, denote the line
     segment from i(a + S) to ô + ia, let l2 denote a line segment from i(a + ô/2)
     to i(a + a), and let E6 = E u /,\/2. In the case when E is the imaginary
     axis, /, and a - 0, we denote this set by Is . The idea of the argument below
     is that w(z,I,R)     = 1 and for z fixed w(ôz,IS,R)        = c < I, where c is
     independent of ô . So for an arbitrary set E, at a point in R near ia, with ô
     extremely small, E "looks like" / + ia and E& "looks like" Ig + ia , and thus
     w(z ,Es,R\Eg) should be less than w(z ,E ,R\E).
     Proposition. For each z E R\E,                                   there is a SQ> 0 so that w(z,Eg,R\Es)                         <
     w(z,E,R\E)     when 3<ö0.
     Proof. Without loss of generality, a = 0. By the maximum principle, it suffices
     to show the inequality on fin {z: \z\ = 38} . Let o£ = {e'e: \e2'8 + 1| <
     £, - ti/2 < 8 < n/2} and let oQ = {e'e : \eiB - 1| < 1/2}. Recall that /, is
     the set formed from the imaginary axis with a = 0 and ô = 1 , by the process
     described above. Let
                                                e. = min(l - w(2e' ,I.,R\IA).
                                                          e,s€ao
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           maps), preprint.
       12. H. Milloux, Le théorème de M. Picard, suites de fonctions holomorphes, fonctions méromorphes
            et fonctions entières, J. Math. 3 (1924), 345-401.
       13. _,         Sur le théorème de Picard, Bull. Soc. Math. France 53 (1925), 181-207.
       14. R. Nevanlinna, Über eine Minimumaufgabe in der Theorie der konformen Abbildung, Göttinger
            Nachr. 1.37(1933), 103-115.
      15. L. N. Trefethen, Conformai map of a rectangle, informal notes, 1983.
       16. _,        Analysis and design of polygonal resistors by conformai mapping, Z. Angew. Math. Phys.
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